-7.8%
LOW vs MDB
-5.6%
-2.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.7% | -1.6% |
| 7D | +0.4% | -18.0% | +18.4% | +1.2% |
| 30D | -10.1% | -10.7% | +0.6% | -9.8% |
| 3M | -2.9% | +1.0% | -3.8% | -3.1% |
| 6M | -19.4% | +31.6% | -51.0% | -21.0% |
| YTD | -15.4% | -15.2% | -0.3% | -15.3% |
| 1Y | -24.9% | +10.1% | -35.1% | -26.3% |
| 3Y | -7.8% | -5.6% | -2.2% | -11.8% |
| All | -7.8% | -5.6% | -2.2% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MDB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling